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isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
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Search: subject_exact:"Optionsgeschäft"
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Option trading
108
Optionsgeschäft
108
Option pricing theory
91
Optionspreistheorie
91
Volatility
43
Volatilität
43
Derivat
28
Derivative
28
Stochastic process
22
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implied volatility
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stochastic volatility
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Kreditrisiko
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Wang, Xingchun
5
Lee, Hangsuck
4
Cohen, Samuel N.
3
Lee, Minha
3
Reisinger, Christoph
3
Wang, Sheng
3
Clark, Steven P.
2
Ha, Hongjun
2
Howison, Sam
2
Hsu, Pao-peng
2
Kong, Byungdoo
2
Kwok, Yue-Kuen
2
Madan, Dilip B.
2
Mayer, Philipp
2
Switzer, Lorne N.
2
Zheng, Wendong
2
Ahn, Hyungsok
1
Albrecher, H.
1
Alexander, Carol
1
Almendral, Ariel
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Altay-Salih, Aslihan
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Aly, Sidi Mohamed Ould
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Amédée-Manesme, Charles-Olivier
1
Aoudia, Djilali Ait
1
Ap Gwilym, Owain
1
Arismendi Zambrano, Juan Carlos
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Armstrong, Grant F.
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Avellaneda, Marco
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Ballestra, Luca Vincenzo
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Benth, Fred Espen
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Benzennou, Bouchra
1
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Bi, Hongwei
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Bossu, Sébastien
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Applied mathematical finance
Finance research letters
The journal of futures markets
189
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
59
Quantitative finance
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
31
Journal of financial and quantitative analysis : JFQA
31
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
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Computational economics
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European journal of operational research : EJOR
29
Journal of mathematical finance
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
NBER working paper series
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
International review of financial analysis
24
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Wiley trading series
23
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
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NBER Working Paper
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Risks : open access journal
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
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Annals of finance
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The journal of derivatives : JOD
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ECONIS (ZBW)
108
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21
An empirical study on the characterization of implied volatility and pricing in the Chinese option market
Fan, Qingqian
;
Feng, Sixian
- In:
Finance research letters
49
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013479611
Saved in:
22
Multi-step double barrier options
Lee, Hangsuck
;
Jeong, Himchan
;
Lee, Minha
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013457467
Saved in:
23
The closed-form approximation to price basket options under stochastic interest rate
Yu, Bo
;
Zhu, Hongmei
;
Wu, Ping
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013342195
Saved in:
24
On pricing of vulnerable barrier options and vulnerable double barrier options
Wang, Heqian
;
Zhang, Jiayi
;
Zhou, Ke
- In:
Finance research letters
44
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495047
Saved in:
25
Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
26
Multiple shadow insurance activities and life insurance policyholder protection
Chen, Shi
;
Yao, Wenyu
;
Huang, Fu-Wei
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012490564
Saved in:
27
Price discovery and its determinants for the Chinese soybean options and futures markets
Hao, Jing
;
He, Feng
;
Liu-Chen, Baiao
;
Li, Zihe
- In:
Finance research letters
40
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012819235
Saved in:
28
Static replication of European multi-asset options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
Saved in:
29
Commonality in liquidity across options and stock futures markets
Benzennou, Bouchra
;
Ap Gwilym, Owain
;
Williams, Gwion
- In:
Finance research letters
32
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430742
Saved in:
30
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
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